it is a general rule according to law. So there is no need to try in another A-kasse. There are strict requirements for staying in Denmark no later than the day before starting the education and again latest 14 days after finishing education. However you dont need to stay in Denmark DURING your education. If you were not staying in Denmark at latest the day before starting you master, then I am afraid that what CA A-kasse is telling you is correct. So you will not be able to get benefits according to the favourable rule for graduates. You need to gain right to benefits in the "normal way". This means that you must have income/work for 1 year before you can have benefits in case of unemployment.